The three singers took the stage at the awards show, performing 'Rain Over Me' while rain poured in the background.
Earlier in the evening, Pitbull performed 'On The Floor' with Jennifer Lopez, Anthony's estranged wife. Lopez and Anthony filed for divorce in July.
The three-way performance marked the third unique collaboration of the evening. There will be a total of six such collaborations, including Lopez with will.i.am.
Lopez recently recorded a brand new duet with Enrique Iglesias.
The 2011 American Music Awards first aired on ABC. The ceremony will be broadcast in the UK on November 26 at 10pm on VIVA.
More from the American Music Awards 2011:
> Enrique Iglesias performs with high school choir at American Music Awards 2011
> Nicki Minaj wins first American Music Award
> Justin Bieber performs 'Mistletoe' at American Music Awards 2011
> Taylor Swift takes home 'Favourite Country Female Artist' at AMAs 2011
> Nicki Minaj, David Guetta take the stage at American Music Awards 2011
> American Music Awards 2011: Full list of winners as they are announced